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Exchange rate modelling:
2016
Title: A Network Model of Multilaterally Equilibrium Exchange Rates
Series: Working Paper No. 2016/130
Date: July 6, 2016
Subject: Currencies Currency markets Exchange rate modelling Exchange rates Financial markets Foreign exchange Money Reserve currencies
2015
Title: Soft Power and Exchange Rate Volatility
Series: Working Paper No. 2015/063
Date: March 20, 2015
Subject: Econometric analysis Education Estimation techniques Exchange rate arrangements Exchange rate modelling Exchange rates Foreign exchange Health
2004
Title: Empirical Exchange Rate Models of the Nineties: Are Any Fit to Survive?
Series: Working Paper No. 2004/073
Date: April 1, 2004
Subject: Exchange rate modelling Exchange rates Financial services Foreign exchange Interest rate modelling Interest rate parity Purchasing power parity
Title: A Puzzle of Microstructure Market Maker Models
Series: Working Paper No. 2004/006
Date: January 1, 2004
Subject: Currencies Currency markets Exchange rate modelling Exchange rates Purchasing power parity
2003
Title: Nonlinear Exchange Rate Models: A Selective Overview
Series: Working Paper No. 2003/111
Date: May 1, 2003
Subject: Exchange rate forecasting Exchange rate modelling Exchange rates Foreign exchange Purchasing power parity Real exchange rates
2002
Title: Forecasting Inflation in Indonesia
Series: Working Paper No. 2002/111
Date: June 1, 2002
Subject: Consumer price indexes Consumer prices Exchange rate modelling Exchange rates Foreign exchange Inflation Monetary base Money Prices
2001
Title: An Unbiased Appraisal of Purchasing Power Parity
Series: Working Paper No. 2001/196
Date: December 1, 2001
Subject: Exchange rate modelling Exchange rates Foreign exchange Purchasing power parity Real effective exchange rates Real exchange rates
1999
Title: Excess Volatility and the Asset-Pricing Exchange Rate Model with Unobservable Fundamentals
Series: Working Paper No. 1999/071
Date: May 1, 1999
Subject: Currencies Currency markets Exchange rate modelling Exchange rates Financial markets Foreign exchange Income inequality Money National accounts
1998
Title: Parametric Distributional Flexibility and Conditional Variance Models with an Application to Hourly Exchange Rates
Series: Working Paper No. 1998/029
Date: March 1, 1998
Subject: Currencies Exchange rate modelling Exchange rates Foreign exchange Monetary policy Money Standing facilities
1995
Title: Are Exchange Rates Excessively Volatile? and What Does "Excessively Volatile" Mean, Anyway?
Series: Working Paper No. 1995/085
Date: August 1, 1995
Notes: Also published in Staff Papers, Vol. 43, No. 1, March 1996.
Subject: Exchange rate modelling Exchange rates Foreign exchange Income inequality Market exchange rates National accounts Revenue administration Small taxpayer office
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